![Probit plot](https://upload.wikimedia.org/wikipedia/commons/9/9b/Probit_plot.png)
In
probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speakin ...
and
statistics, the
quantile
In statistics and probability, quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one fewer quantile th ...
function, associated with a
probability distribution of a
random variable, specifies the value of the random variable such that the probability of the variable being less than or equal to that value equals the given probability. Intuitively, the quantile function associates with a range at and below a probability input the likelihood that a random variable is realized in that range for some probability distribution. It is also called the percentile function, percent-point function or inverse cumulative distribution function.
Definition
Strictly monotonic distribution function
With reference to a continuous and strictly monotonic
cumulative distribution function